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Likelihood-Based Estimation of Latent Generalized ARCH Structures
Gabriele Fiorentini, Enrique Sentana, Neil ShephardVolume:
72
Year:
2004
Language:
english
Pages:
37
DOI:
10.1111/j.1468-0262.2004.00541.x
File:
PDF, 408 KB
english, 2004